Overview

Dataset info

Number of variables39
Number of observations1211
Missing cells2976 (6.3%)
Duplicate rows0 (0.0%)
Total size in memory1.2 MiB
Average record size in memory1.0 KiB

Variables types

NUM26
CAT13

Reproduction info

Date of analysis2020-02-08 11:57:37.515139
Versionpandas-profiling v2.4.0
Command linepandas_profiling --config_file config.yaml [YOUR_FILE.csv]
Download Configurationconfig.yaml

Warnings

%_Weight has 63 (5.2%) missing values Missing
Accrued_Interest has 63 (5.2%) missing values Missing
Accrued_Interest has 13 (1.1%) zeros Zeros
Asset_Swap_Spread has 63 (5.2%) missing values Missing
Cash has 63 (5.2%) missing values Missing
Cash has 1122 (92.7%) zeros Zeros
Currency has constant value "GBP" Rejected
Cusip has a high cardinality: 1211 distinct values Warning
Description has a high cardinality: 562 distinct values Warning
Duration_To_Worst has 63 (5.2%) missing values Missing
Effective_Yield has 63 (5.2%) missing values Missing
Excess_Rtn_%_MTD has 63 (5.2%) missing values Missing
Face_Value has 63 (5.2%) missing values Missing
Illiquidity_Premium has 1150 (95.0%) missing values Missing
ISIN has 51 (4.2%) missing values Missing
ISIN has a high cardinality: 1159 distinct values Warning
Maturity has a high cardinality: 983 distinct values Warning
OAS_vs_Govt has 63 (5.2%) missing values Missing
OAS_vs_Swap_ has 63 (5.2%) missing values Missing
Prior_Month-End_%_Weight has 64 (5.3%) missing values Missing
Prior_Month-End_Accrued_Interest has 64 (5.3%) missing values Missing
Prior_Month-End_Asset_Swap_Spread has 64 (5.3%) missing values Missing
Prior_Month-End_Duration_To_Worst has 64 (5.3%) missing values Missing
Prior_Month-End_Effective_Duration has 64 (5.3%) missing values Missing
Prior_Month-End_Effective_Yield has 64 (5.3%) missing values Missing
Prior_Month-End_OAS_vs_Govt has 64 (5.3%) missing values Missing
Prior_Month-End_OAS_vs_Swap has 64 (5.3%) missing values Missing
Prior_Month-End_Price has 63 (5.2%) missing values Missing
Prior_Month-End_Yield_To_Worst has 64 (5.3%) missing values Missing
Sector_Level_1 has 63 (5.2%) missing values Missing
Sector_Level_2 has 63 (5.2%) missing values Missing
Sector_Level_3 has 63 (5.2%) missing values Missing
Sector_Level_4 has 63 (5.2%) missing values Missing
Sector_Level_4 has a high cardinality: 65 distinct values Warning
Ticker has 63 (5.2%) missing values Missing
Ticker has a high cardinality: 428 distinct values Warning
TRR_%_MTD_LOC has 63 (5.2%) missing values Missing
Type has 63 (5.2%) missing values Missing
Yield_to_Worst has 63 (5.2%) missing values Missing
Effective_Duration is highly correlated with Duration_To_Worst and 2 other fieldsHigh Correlation
Duration_To_Worst is highly correlated with Effective_Duration and 2 other fieldsHigh Correlation
Effective_Yield is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Asset_Swap_Spread is highly correlated with Effective_Yield and 8 other fieldsHigh Correlation
Face_Value is highly correlated with %_Weight and 1 other fieldsHigh Correlation
%_Weight is highly correlated with Face_Value and 1 other fieldsHigh Correlation
OAS_vs_Govt is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
OAS_vs_Swap_ is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Prior_Month-End_%_Weight is highly correlated with %_Weight and 1 other fieldsHigh Correlation
Prior_Month-End_Accrued_Interest is highly correlated with Accrued_InterestHigh Correlation
Accrued_Interest is highly correlated with Prior_Month-End_Accrued_InterestHigh Correlation
Prior_Month-End_Asset_Swap_Spread is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Prior_Month-End_Duration_To_Worst is highly correlated with Duration_To_Worst and 2 other fieldsHigh Correlation
Prior_Month-End_Effective_Duration is highly correlated with Duration_To_Worst and 2 other fieldsHigh Correlation
Prior_Month-End_Effective_Yield is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Prior_Month-End_OAS_vs_Govt is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Prior_Month-End_OAS_vs_Swap is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Prior_Month-End_Price is highly correlated with PriceHigh Correlation
Price is highly correlated with Prior_Month-End_PriceHigh Correlation
Prior_Month-End_Yield_To_Worst is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
TRR_%_MTD_LOC is highly correlated with Excess_Rtn_%_MTDHigh Correlation
Excess_Rtn_%_MTD is highly correlated with TRR_%_MTD_LOCHigh Correlation
Yield_to_Worst is highly correlated with Asset_Swap_Spread and 8 other fieldsHigh Correlation
Sector_Level_2 is highly correlated with Sector_Level_1 and 2 other fieldsHigh Correlation
Sector_Level_1 is highly correlated with Sector_Level_2 and 2 other fieldsHigh Correlation
Sector_Level_3 is highly correlated with Sector_Level_1 and 2 other fieldsHigh Correlation
Sector_Level_4 is highly correlated with Sector_Level_1 and 2 other fieldsHigh Correlation

Variables

%_Weight
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1076
Unique (%)88.9%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean0.08710797909407665
Minimum0.016059999999999998
Maximum0.82883
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.01606
5-th percentile0.02903
Q10.0484075
median0.06759
Q30.1027625
95-th percentile0.2123205
Maximum0.82883
Range0.81277
Interquartile range (IQR)0.054355

Descriptive statistics

Standard deviation0.06786320703
Coefficient of variation (CV)0.7790699283
Kurtosis26.3033107
Mean0.08710797909
Median Absolute Deviation (MAD)0.04343968951
Skewness3.829608474
Sum99.99996
Variance0.004605414868
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.06243 4 0.3%
 
0.04309 3 0.2%
 
0.051 3 0.2%
 
0.05906 3 0.2%
 
0.04315 3 0.2%
 
0.06749 3 0.2%
 
0.05093 3 0.2%
 
0.04293 3 0.2%
 
0.10906 2 0.2%
 
0.04275 2 0.2%
 
Other values (1065) 1119 92.4%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0.01606 1 0.1%
 
0.01692 2 0.2%
 
0.01694 2 0.2%
 
0.01697 1 0.1%
 
0.01701 1 0.1%
 
ValueCountFrequency (%) 
0.82883 1 0.1%
 
0.7521 1 0.1%
 
0.56121 1 0.1%
 
0.51739 1 0.1%
 
0.49136 1 0.1%
 

Accrued_Interest
Real number (ℝ≥0)

MISSING
ZEROS
HIGH CORRELATION
Distinct count1069
Unique (%)88.3%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean1.7460923667247388
Minimum0.0
Maximum7.247917
Zeros13
Zeros (%)1.1%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile0.11851045
Q10.55042825
median1.239726
Q32.64922975
95-th percentile4.76787685
Maximum7.247917
Range7.247917
Interquartile range (IQR)2.0988015

Descriptive statistics

Standard deviation1.52282784
Coefficient of variation (CV)0.8721347561
Kurtosis0.5440143138
Mean1.746092367
Median Absolute Deviation (MAD)1.233673115
Skewness1.091358001
Sum2004.514037
Variance2.319004631
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0 13 1.1%
 
0.215753 3 0.2%
 
2.794521 3 0.2%
 
0.711986 3 0.2%
 
1.627397 3 0.2%
 
1.808219 3 0.2%
 
0.942466 3 0.2%
 
0.739726 3 0.2%
 
0.172603 3 0.2%
 
1.587329 2 0.2%
 
Other values (1058) 1109 91.6%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0 13 1.1%
 
0.006164 1 0.1%
 
0.007534 1 0.1%
 
0.010728 1 0.1%
 
0.013038 1 0.1%
 
ValueCountFrequency (%) 
7.247917 1 0.1%
 
7.091781 1 0.1%
 
6.963194 1 0.1%
 
6.664931 1 0.1%
 
6.422569 1 0.1%
 

Asset_Swap_Spread
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count319
Unique (%)26.3%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean109.7979094076655
Minimum-91.0
Maximum514.0
Zeros2
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-91
5-th percentile-9
Q138.75
median107
Q3164
95-th percentile265
Maximum514
Range605
Interquartile range (IQR)125.25

Descriptive statistics

Standard deviation84.36818423
Coefficient of variation (CV)0.7683951788
Kurtosis0.5968198344
Mean109.7979094
Median Absolute Deviation (MAD)68.12084036
Skewness0.6661242844
Sum126048
Variance7117.99051
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-11 12 1.0%
 
146 11 0.9%
 
107 11 0.9%
 
36 11 0.9%
 
184 10 0.8%
 
160 10 0.8%
 
109 9 0.7%
 
120 9 0.7%
 
150 9 0.7%
 
105 9 0.7%
 
Other values (308) 1047 86.5%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
-91 1 0.1%
 
-37 1 0.1%
 
-32 1 0.1%
 
-28 2 0.2%
 
-27 1 0.1%
 
ValueCountFrequency (%) 
514 1 0.1%
 
433 1 0.1%
 
409 1 0.1%
 
407 1 0.1%
 
389 1 0.1%
 

Cash
Real number (ℝ≥0)

MISSING
ZEROS
Distinct count26
Unique (%)2.1%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean0.07202989547038327
Minimum0.0
Maximum9.5
Zeros1122
Zeros (%)92.7%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile0
Q10
median0
Q30
95-th percentile0
Maximum9.5
Range9.5
Interquartile range (IQR)0

Descriptive statistics

Standard deviation0.5669294451
Coefficient of variation (CV)7.870752018
Kurtosis123.3646554
Mean0.07202989547
Median Absolute Deviation (MAD)0.1407971127
Skewness10.22630023
Sum82.69032
Variance0.3214089957
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0 1122 92.7%
 
1.625 2 0.2%
 
2.75 2 0.2%
 
0.9375 1 0.1%
 
4.375 1 0.1%
 
9.5 1 0.1%
 
7.25 1 0.1%
 
2.5 1 0.1%
 
3.5625 1 0.1%
 
2.625 1 0.1%
 
Other values (15) 15 1.2%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0 1122 92.7%
 
0.9375 1 0.1%
 
0.987 1 0.1%
 
1.1995 1 0.1%
 
1.25 1 0.1%
 
ValueCountFrequency (%) 
9.5 1 0.1%
 
7.25 1 0.1%
 
6 1 0.1%
 
5.75 1 0.1%
 
5.375 1 0.1%
 

Composite_Rating
Categorical

Distinct count12
Unique (%)1.0%
Missing0
Missing (%)0.0%
Memory size9.6 KiB
BBB1
245
A3
171
AAA
158
BBB2
148
A2
123
Other values (7)
366
ValueCountFrequency (%) 
BBB1 245 20.2%
 
A3 171 14.1%
 
AAA 158 13.0%
 
BBB2 148 12.2%
 
A2 123 10.2%
 
AA3 107 8.8%
 
A1 98 8.1%
 
BBB3 80 6.6%
 
AA2 57 4.7%
 
AA1 22 1.8%
 
Other values (2) 2 0.2%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceFalse
Contains non-wordsFalse

Length

Max length4
Mean length3.06688687
Min length2
Scatter

Country
Categorical

Distinct count36
Unique (%)3.0%
Missing0
Missing (%)0.0%
Memory size9.6 KiB
GB
678
US
 
117
DE
 
92
FR
 
61
XB
 
54
Other values (31)
209
ValueCountFrequency (%) 
GB 678 56.0%
 
US 117 9.7%
 
DE 92 7.6%
 
FR 61 5.0%
 
XB 54 4.5%
 
NL 35 2.9%
 
AU 27 2.2%
 
SE 21 1.7%
 
CA 18 1.5%
 
IT 13 1.1%
 
Other values (26) 95 7.8%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length11
Mean length2.015689513
Min length2
Scatter

Coupon
Real number (ℝ≥0)

Distinct count323
Unique (%)26.7%
Missing1
Missing (%)0.1%
Infinite0
Infinite (%)0.0%
Mean4.241143696446281
Minimum0.0
Maximum12.0
Zeros10
Zeros (%)0.8%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile0.875
Q12.625
median4.5
Q35.75
95-th percentile7.25
Maximum12
Range12
Interquartile range (IQR)3.125

Descriptive statistics

Standard deviation2.059010337
Coefficient of variation (CV)0.4854846909
Kurtosis-0.430974704
Mean4.241143696
Median Absolute Deviation (MAD)1.712678789
Skewness-0.008399202691
Sum5131.783873
Variance4.239523567
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
5.75 35 2.9%
 
5.25 29 2.4%
 
5.5 29 2.4%
 
1.125 26 2.1%
 
5.375 24 2.0%
 
1 24 2.0%
 
4.875 23 1.9%
 
6.125 23 1.9%
 
5.125 23 1.9%
 
5 22 1.8%
 
Other values (312) 952 78.6%
 
ValueCountFrequency (%) 
0 10 0.8%
 
1e-06 1 0.1%
 
0.01 1 0.1%
 
0.07 1 0.1%
 
0.1 1 0.1%
 
ValueCountFrequency (%) 
12 1 0.1%
 
10.231 1 0.1%
 
10 2 0.2%
 
9.75 1 0.1%
 
9.625 2 0.2%
 

Currency
Categorical

CONST
Distinct count1
Unique (%)0.1%
Missing0
Missing (%)0.0%
Memory size9.6 KiB
GBP
1211
ValueCountFrequency (%) 
GBP 1211 100.0%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceFalse
Contains non-wordsFalse

Length

Max length3
Mean length3
Min length3
Scatter

Cusip
Categorical

UNIQUE
HIGH CARDINALITY
Distinct count1211
Unique (%)100.0%
Missing0
Missing (%)0.0%
Memory size9.6 KiB
'AR739783'
 
1
'AS401560'
 
1
BRT9PTU22
 
1
'JV790367'
 
1
'AT044568'
 
1
Other values (1206)
1206
ValueCountFrequency (%) 
'AR739783' 1 0.1%
 
'AS401560' 1 0.1%
 
BRT9PTU22 1 0.1%
 
'JV790367' 1 0.1%
 
'AT044568' 1 0.1%
 
'ED259812' 1 0.1%
 
'AM980936' 1 0.1%
 
'UV923483' 1 0.1%
 
'EI322173' 1 0.1%
 
'QZ498649' 1 0.1%
 
Other values (1201) 1201 99.2%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceFalse
Contains non-wordsTrue

Length

Max length10
Mean length9.947976879
Min length9
Scatter

Description
Categorical

HIGH CARDINALITY
Distinct count562
Unique (%)46.4%
Missing0
Missing (%)0.0%
Memory size9.6 KiB
European Investment Bank
 
22
Kreditanstalt Fur Wiederaufbau
 
19
Lloyds Bank plc
 
11
Thames Water Utilities Cayman Finance Limited
 
11
Heathrow Funding Limited
 
10
Other values (557)
1138
ValueCountFrequency (%) 
European Investment Bank 22 1.8%
 
Kreditanstalt Fur Wiederaufbau 19 1.6%
 
Lloyds Bank plc 11 0.9%
 
Thames Water Utilities Cayman Finance Limited 11 0.9%
 
Heathrow Funding Limited 10 0.8%
 
Electricite de France SA 10 0.8%
 
International Bank for Reconstruction and Development 10 0.8%
 
Cooperatieve Rabobank U.A. 10 0.8%
 
B.A.T. International Finance p.l.c. 9 0.7%
 
Transport For London 9 0.7%
 
Other values (552) 1090 90.0%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length61
Mean length25.01238646
Min length3
Scatter

Duration_To_Worst
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1096
Unique (%)90.5%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean7.397273519163763
Minimum0.0
Maximum34.792
Zeros1
Zeros (%)0.1%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile1.44705
Q13.4915
median6.1265
Q310.1535
95-th percentile17.84225
Maximum34.792
Range34.792
Interquartile range (IQR)6.662

Descriptive statistics

Standard deviation5.146055476
Coefficient of variation (CV)0.6956692169
Kurtosis1.741983247
Mean7.397273519
Median Absolute Deviation (MAD)4.058087588
Skewness1.211896612
Sum8492.07
Variance26.48188697
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
9.294 3 0.2%
 
2.692 3 0.2%
 
3.164 2 0.2%
 
5.093 2 0.2%
 
3.273 2 0.2%
 
1.325 2 0.2%
 
6.065 2 0.2%
 
4.006 2 0.2%
 
12.65 2 0.2%
 
1.487 2 0.2%
 
Other values (1085) 1126 93.0%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0 1 0.1%
 
0.449 1 0.1%
 
0.713 1 0.1%
 
0.945 1 0.1%
 
0.958 1 0.1%
 
ValueCountFrequency (%) 
34.792 1 0.1%
 
34.564 1 0.1%
 
31.647 1 0.1%
 
24.786 1 0.1%
 
24.576 1 0.1%
 

Effective_Duration
Real number (ℝ≥0)

HIGH CORRELATION
Distinct count1150
Unique (%)95.0%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean7.855655656482247
Minimum0.0
Maximum35.21
Zeros2
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile1.435
Q13.574
median6.45
Q310.955
95-th percentile18.921
Maximum35.21
Range35.21
Interquartile range (IQR)7.381

Descriptive statistics

Standard deviation5.508674709
Coefficient of variation (CV)0.701236784
Kurtosis1.230656394
Mean7.855655656
Median Absolute Deviation (MAD)4.384811994
Skewness1.124252703
Sum9513.199
Variance30.34549704
Histogram
Histogram with fixed size bins (bins=10)
Histogram
Histogram with variable size bins (bins=[ 0. 0.9485 3.263 3.2975 4.2465 9.8345 14.164 19.257 25.161 35.21 ], "bayesian blocks" binning strategy used)
ValueCountFrequency (%) 
4.25 3 0.2%
 
4.237 3 0.2%
 
1.335 3 0.2%
 
1.863 2 0.2%
 
3.318 2 0.2%
 
2.432 2 0.2%
 
2.336 2 0.2%
 
3.287 2 0.2%
 
2.489 2 0.2%
 
2.509 2 0.2%
 
Other values (1140) 1188 98.1%
 
ValueCountFrequency (%) 
0 2 0.2%
 
0.057 1 0.1%
 
0.454 1 0.1%
 
0.718 1 0.1%
 
0.946 1 0.1%
 
ValueCountFrequency (%) 
35.21 1 0.1%
 
34.981 1 0.1%
 
32.23 1 0.1%
 
27.6 1 0.1%
 
27.28 1 0.1%
 

Effective_Yield
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count960
Unique (%)79.3%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean2.437878048780488
Minimum0.0
Maximum6.506
Zeros1
Zeros (%)0.1%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile1.1117
Q11.668
median2.504
Q33.093
95-th percentile3.864
Maximum6.506
Range6.506
Interquartile range (IQR)1.425

Descriptive statistics

Standard deviation0.8884368908
Coefficient of variation (CV)0.3644304075
Kurtosis-0.01818541367
Mean2.437878049
Median Absolute Deviation (MAD)0.7368084049
Skewness0.3164589254
Sum2798.684
Variance0.7893201089
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
2.98 3 0.2%
 
3.288 3 0.2%
 
1.739 3 0.2%
 
2.796 3 0.2%
 
3.046 3 0.2%
 
3.196 3 0.2%
 
2.704 3 0.2%
 
1.947 3 0.2%
 
1.668 3 0.2%
 
2.801 3 0.2%
 
Other values (949) 1118 92.3%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0 1 0.1%
 
0.502 1 0.1%
 
0.658 1 0.1%
 
0.726 1 0.1%
 
0.738 1 0.1%
 
ValueCountFrequency (%) 
6.506 1 0.1%
 
5.399 1 0.1%
 
5.37 1 0.1%
 
5.208 1 0.1%
 
5.161 1 0.1%
 

Excess_Rtn_%_MTD
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count618
Unique (%)51.0%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean0.23136062717770037
Minimum-1.9669999999999999
Maximum3.6460000000000004
Zeros4
Zeros (%)0.3%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-1.967
5-th percentile-0.056
Q10.029
median0.1285
Q30.34975
95-th percentile0.8706
Maximum3.646
Range5.613
Interquartile range (IQR)0.32075

Descriptive statistics

Standard deviation0.3492697859
Coefficient of variation (CV)1.509633641
Kurtosis12.9518078
Mean0.2313606272
Median Absolute Deviation (MAD)0.2400111875
Skewness1.585109819
Sum265.602
Variance0.1219893833
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
-0.016 10 0.8%
 
0.054 9 0.7%
 
0.072 9 0.7%
 
0.045 8 0.7%
 
0.075 8 0.7%
 
0.076 8 0.7%
 
0.01 7 0.6%
 
-0.001 7 0.6%
 
0.03 7 0.6%
 
-0.015 6 0.5%
 
Other values (607) 1069 88.3%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
-1.967 1 0.1%
 
-1.669 1 0.1%
 
-1.186 1 0.1%
 
-1.128 1 0.1%
 
-0.926 1 0.1%
 
ValueCountFrequency (%) 
3.646 1 0.1%
 
2.231 1 0.1%
 
1.965 1 0.1%
 
1.933 1 0.1%
 
1.704 1 0.1%
 

Face_Value
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count242
Unique (%)20.0%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean441.27526829268294
Minimum100.0
Maximum4800.0
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum100
5-th percentile150
Q1250
median350
Q3500
95-th percentile1000
Maximum4800
Range4700
Interquartile range (IQR)250

Descriptive statistics

Standard deviation327.8857442
Coefficient of variation (CV)0.7430412892
Kurtosis34.6182791
Mean441.2752683
Median Absolute Deviation (MAD)212.0823427
Skewness4.08779044
Sum506584.008
Variance107509.0613
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
250 148 12.2%
 
300 123 10.2%
 
500 102 8.4%
 
400 82 6.8%
 
350 75 6.2%
 
200 53 4.4%
 
750 36 3.0%
 
150 31 2.6%
 
1000 30 2.5%
 
600 29 2.4%
 
Other values (231) 439 36.3%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
100 17 1.4%
 
100.6 1 0.1%
 
102 1 0.1%
 
105 1 0.1%
 
105.6 1 0.1%
 
ValueCountFrequency (%) 
4800 1 0.1%
 
3035 1 0.1%
 
2537.1 1 0.1%
 
2274.3 1 0.1%
 
2065 1 0.1%
 

Illiquidity_Premium
Real number (ℝ≥0)

MISSING
Distinct count43
Unique (%)3.6%
Missing1150
Missing (%)95.0%
Infinite0
Infinite (%)0.0%
Mean75.39344262295081
Minimum6.0
Maximum222.0
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum6
5-th percentile33
Q142
median61
Q393
95-th percentile167
Maximum222
Range216
Interquartile range (IQR)51

Descriptive statistics

Standard deviation43.82513688
Coefficient of variation (CV)0.5812857904
Kurtosis1.557430152
Mean75.39344262
Median Absolute Deviation (MAD)32.94221983
Skewness1.364242744
Sum4599
Variance1920.642623
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
61 4 0.3%
 
40 4 0.3%
 
74 3 0.2%
 
79 2 0.2%
 
35 2 0.2%
 
42 2 0.2%
 
53 2 0.2%
 
36 2 0.2%
 
110 2 0.2%
 
55 2 0.2%
 
Other values (32) 36 3.0%
 
(Missing) 1150 95.0%
 
ValueCountFrequency (%) 
6 1 0.1%
 
31 1 0.1%
 
32 1 0.1%
 
33 1 0.1%
 
35 2 0.2%
 
ValueCountFrequency (%) 
222 1 0.1%
 
172 1 0.1%
 
169 1 0.1%
 
167 1 0.1%
 
165 1 0.1%
 

ISIN
Categorical

MISSING
HIGH CARDINALITY
Distinct count1159
Unique (%)95.7%
Missing51
Missing (%)4.2%
Memory size9.6 KiB
XS0186855150
 
2
XS0109320688
 
2
XS1645518736
 
1
XS1548413696
 
1
BE0934986036
 
1
Other values (1153)
1153
ValueCountFrequency (%) 
XS0186855150 2 0.2%
 
XS0109320688 2 0.2%
 
XS1645518736 1 0.1%
 
XS1548413696 1 0.1%
 
BE0934986036 1 0.1%
 
XS1768715556 1 0.1%
 
XS0702029132 1 0.1%
 
XS1596735701 1 0.1%
 
XS0633547087 1 0.1%
 
XS0903532090 1 0.1%
 
Other values (1148) 1148 94.8%
 
(Missing) 51 4.2%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceFalse
Contains non-wordsFalse

Length

Max length12
Mean length11.6209744
Min length3
Scatter

Maturity
Categorical

HIGH CARDINALITY
Distinct count983
Unique (%)81.2%
Missing1
Missing (%)0.1%
Memory size9.6 KiB
12/07/2028
 
12
12/15/2023
 
10
06/07/2032
 
9
12/15/2022
 
8
12/15/2020
 
8
Other values (977)
1163
ValueCountFrequency (%) 
12/07/2028 12 1.0%
 
12/15/2023 10 0.8%
 
06/07/2032 9 0.7%
 
12/15/2022 8 0.7%
 
12/15/2020 8 0.7%
 
06/07/2021 8 0.7%
 
6/30/2022 6 0.5%
 
12/10/2031 6 0.5%
 
09/07/2021 5 0.4%
 
12/15/2021 5 0.4%
 
Other values (972) 1133 93.6%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceFalse
Contains non-wordsTrue

Length

Max length10
Mean length9.58629232
Min length3
Scatter

OAS_vs_Govt
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count277
Unique (%)22.9%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean121.73780487804878
Minimum-125.0
Maximum553.0
Zeros2
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-125
5-th percentile24
Q167
median119
Q3158.25
95-th percentile250.65
Maximum553
Range678
Interquartile range (IQR)91.25

Descriptive statistics

Standard deviation71.70101683
Coefficient of variation (CV)0.5889790514
Kurtosis2.353966654
Mean121.7378049
Median Absolute Deviation (MAD)55.15595521
Skewness1.00600991
Sum139755
Variance5141.035815
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
26 13 1.1%
 
133 12 1.0%
 
67 12 1.0%
 
65 11 0.9%
 
134 11 0.9%
 
150 11 0.9%
 
135 11 0.9%
 
34 11 0.9%
 
62 10 0.8%
 
140 10 0.8%
 
Other values (266) 1036 85.5%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
-125 1 0.1%
 
-3 1 0.1%
 
-2 1 0.1%
 
0 2 0.2%
 
1 1 0.1%
 
ValueCountFrequency (%) 
553 1 0.1%
 
449 1 0.1%
 
411 1 0.1%
 
401 1 0.1%
 
398 1 0.1%
 

OAS_vs_Swap_
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count289
Unique (%)23.9%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean100.64634146341463
Minimum-126.0
Maximum517.0
Zeros2
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-126
5-th percentile-10
Q137
median99.5
Q3150
95-th percentile232.25
Maximum517
Range643
Interquartile range (IQR)113

Descriptive statistics

Standard deviation77.17947705
Coefficient of variation (CV)0.7668383761
Kurtosis1.157289354
Mean100.6463415
Median Absolute Deviation (MAD)61.80353956
Skewness0.7237675136
Sum115542
Variance5956.671678
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
30 15 1.2%
 
98 12 1.0%
 
38 12 1.0%
 
160 11 0.9%
 
118 11 0.9%
 
124 10 0.8%
 
150 10 0.8%
 
105 10 0.8%
 
159 10 0.8%
 
-12 10 0.8%
 
Other values (278) 1037 85.6%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
-126 1 0.1%
 
-38 1 0.1%
 
-33 1 0.1%
 
-29 1 0.1%
 
-28 1 0.1%
 
ValueCountFrequency (%) 
517 1 0.1%
 
418 1 0.1%
 
375 1 0.1%
 
373 1 0.1%
 
372 1 0.1%
 

Price
Real number (ℝ≥0)

HIGH CORRELATION
Distinct count1204
Unique (%)99.4%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean113.21259749793558
Minimum69.61740999999999
Maximum188.2966
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum69.61741
5-th percentile96.839345
Q1100.28565
median109.6201
Q3122.58495
95-th percentile142.22375
Maximum188.2966
Range118.67919
Interquartile range (IQR)22.2993

Descriptive statistics

Standard deviation15.72437169
Coefficient of variation (CV)0.1388924204
Kurtosis0.9844858831
Mean113.2125975
Median Absolute Deviation (MAD)12.62937711
Skewness0.9181009294
Sum137100.4556
Variance247.2558649
Histogram
Histogram with fixed size bins (bins=10)
Histogram
Histogram with variable size bins (bins=[ 69.61741 94.601745 96.606745 98.707865 99.6756 ... 113.0623 132.63745 142.45095 155.1104 188.2966 ], "bayesian blocks" binning strategy used)
ValueCountFrequency (%) 
99.06 2 0.2%
 
120.4938 2 0.2%
 
102 2 0.2%
 
117.25 2 0.2%
 
81.42385 2 0.2%
 
108.43 2 0.2%
 
112.735 2 0.2%
 
105.8336 1 0.1%
 
113.9629 1 0.1%
 
116.1957 1 0.1%
 
Other values (1194) 1194 98.6%
 
ValueCountFrequency (%) 
69.61741 1 0.1%
 
70.28412 1 0.1%
 
71.20482 1 0.1%
 
72.69 1 0.1%
 
75.35 1 0.1%
 
ValueCountFrequency (%) 
188.2966 1 0.1%
 
176.41 1 0.1%
 
174.2116 1 0.1%
 
171.5 1 0.1%
 
170.0197 1 0.1%
 

Prior_Month-End_%_Weight
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1087
Unique (%)89.8%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean0.08718393199651263
Minimum0.016069999999999997
Maximum0.8322299999999999
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.01607
5-th percentile0.029036
Q10.048415
median0.06754
Q30.10266
95-th percentile0.212269
Maximum0.83223
Range0.81616
Interquartile range (IQR)0.054245

Descriptive statistics

Standard deviation0.06792751455
Coefficient of variation (CV)0.7791288257
Kurtosis26.51961732
Mean0.087183932
Median Absolute Deviation (MAD)0.04344303301
Skewness3.844648695
Sum99.99997
Variance0.004614147233
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.04296 3 0.2%
 
0.05216 3 0.2%
 
0.05356 3 0.2%
 
0.04838 2 0.2%
 
0.05147 2 0.2%
 
0.05112 2 0.2%
 
0.0756 2 0.2%
 
0.06754 2 0.2%
 
0.07078 2 0.2%
 
0.06329 2 0.2%
 
Other values (1076) 1124 92.8%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0.01607 1 0.1%
 
0.01698 1 0.1%
 
0.01699 1 0.1%
 
0.017 1 0.1%
 
0.01703 1 0.1%
 
ValueCountFrequency (%) 
0.83223 1 0.1%
 
0.75273 1 0.1%
 
0.56153 1 0.1%
 
0.51845 1 0.1%
 
0.49312 1 0.1%
 

Prior_Month-End_Accrued_Interest
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count948
Unique (%)78.3%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean1.713801220575414
Minimum0.0
Maximum9.342
Zeros11
Zeros (%)0.9%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile0.0873
Q10.537
median1.266
Q32.613
95-th percentile4.7651
Maximum9.342
Range9.342
Interquartile range (IQR)2.076

Descriptive statistics

Standard deviation1.519272467
Coefficient of variation (CV)0.886492814
Kurtosis0.9507558538
Mean1.713801221
Median Absolute Deviation (MAD)1.223431989
Skewness1.154802791
Sum1965.73
Variance2.308188828
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0 11 0.9%
 
0.81 5 0.4%
 
0.129 4 0.3%
 
0.848 4 0.3%
 
1.516 4 0.3%
 
0.863 4 0.3%
 
0.163 4 0.3%
 
0.684 4 0.3%
 
1.359 3 0.2%
 
0.048 3 0.2%
 
Other values (937) 1101 90.9%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0 11 0.9%
 
0.007 1 0.1%
 
0.008 1 0.1%
 
0.009 1 0.1%
 
0.01 2 0.2%
 
ValueCountFrequency (%) 
9.342 1 0.1%
 
7.19 1 0.1%
 
7.026 1 0.1%
 
6.901 1 0.1%
 
6.732 1 0.1%
 

Prior_Month-End_Asset_Swap_Spread
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count311
Unique (%)25.7%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean112.47079337401918
Minimum-83.0
Maximum510.0
Zeros3
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-83
5-th percentile-8.7
Q142
median110
Q3167.5
95-th percentile265
Maximum510
Range593
Interquartile range (IQR)125.5

Descriptive statistics

Standard deviation84.0963555
Coefficient of variation (CV)0.7477172782
Kurtosis0.3461846759
Mean112.4707934
Median Absolute Deviation (MAD)68.34422689
Skewness0.5877098473
Sum129004
Variance7072.197008
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
44 12 1.0%
 
-14 11 0.9%
 
-12 11 0.9%
 
131 10 0.8%
 
22 10 0.8%
 
124 10 0.8%
 
42 10 0.8%
 
163 9 0.7%
 
43 9 0.7%
 
36 8 0.7%
 
Other values (300) 1047 86.5%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
-83 1 0.1%
 
-36 1 0.1%
 
-32 1 0.1%
 
-27 2 0.2%
 
-26 1 0.1%
 
ValueCountFrequency (%) 
510 1 0.1%
 
410 1 0.1%
 
407 1 0.1%
 
380 2 0.2%
 
367 1 0.1%
 

Prior_Month-End_Duration_To_Worst
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1090
Unique (%)90.0%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean7.411163034001743
Minimum0.474
Maximum34.352
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.474
5-th percentile1.487
Q13.516
median6.138
Q310.1665
95-th percentile17.7374
Maximum34.352
Range33.878
Interquartile range (IQR)6.6505

Descriptive statistics

Standard deviation5.118495274
Coefficient of variation (CV)0.6906466975
Kurtosis1.679508337
Mean7.411163034
Median Absolute Deviation (MAD)4.041339399
Skewness1.20078965
Sum8500.604
Variance26.19899387
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
6.086 3 0.2%
 
3.723 3 0.2%
 
2.441 3 0.2%
 
10.256 2 0.2%
 
6.033 2 0.2%
 
2.715 2 0.2%
 
3.256 2 0.2%
 
1.352 2 0.2%
 
2.319 2 0.2%
 
4.577 2 0.2%
 
Other values (1079) 1124 92.8%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0.474 1 0.1%
 
0.738 1 0.1%
 
0.958 1 0.1%
 
0.969 1 0.1%
 
0.982 1 0.1%
 
ValueCountFrequency (%) 
34.352 1 0.1%
 
34.193 1 0.1%
 
31.582 1 0.1%
 
24.721 1 0.1%
 
24.522 1 0.1%
 

Prior_Month-End_Effective_Duration
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1092
Unique (%)90.2%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean7.497461203138624
Minimum0.48200000000000004
Maximum34.771
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.482
5-th percentile1.4444
Q13.5375
median6.253
Q310.3365
95-th percentile17.9118
Maximum34.771
Range34.289
Interquartile range (IQR)6.799

Descriptive statistics

Standard deviation5.148861914
Coefficient of variation (CV)0.6867473902
Kurtosis1.346944535
Mean7.497461203
Median Absolute Deviation (MAD)4.09410878
Skewness1.130583023
Sum8599.588
Variance26.51077901
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
2.533 3 0.2%
 
1.887 3 0.2%
 
1.145 2 0.2%
 
1.373 2 0.2%
 
3.801 2 0.2%
 
1.47 2 0.2%
 
4.274 2 0.2%
 
4.034 2 0.2%
 
6.619 2 0.2%
 
6.556 2 0.2%
 
Other values (1081) 1125 92.9%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0.482 1 0.1%
 
0.742 1 0.1%
 
0.963 1 0.1%
 
0.976 1 0.1%
 
0.98 1 0.1%
 
ValueCountFrequency (%) 
34.771 1 0.1%
 
34.61 1 0.1%
 
24.895 1 0.1%
 
24.835 1 0.1%
 
24.133 1 0.1%
 

Prior_Month-End_Effective_Yield
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count946
Unique (%)78.1%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean2.4827689625108977
Minimum0.623
Maximum6.479
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.623
5-th percentile1.1482
Q11.72
median2.549
Q33.142
95-th percentile3.8945
Maximum6.479
Range5.856
Interquartile range (IQR)1.422

Descriptive statistics

Standard deviation0.8865688148
Coefficient of variation (CV)0.3570887296
Kurtosis-0.139632031
Mean2.482768963
Median Absolute Deviation (MAD)0.7388513335
Skewness0.2860421486
Sum2847.736
Variance0.7860042633
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
3.19 4 0.3%
 
2.016 3 0.2%
 
2.799 3 0.2%
 
3.078 3 0.2%
 
2.509 3 0.2%
 
2.863 3 0.2%
 
2.804 3 0.2%
 
3.324 3 0.2%
 
2.158 3 0.2%
 
1.377 3 0.2%
 
Other values (935) 1116 92.2%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0.623 1 0.1%
 
0.684 1 0.1%
 
0.757 1 0.1%
 
0.817 1 0.1%
 
0.854 1 0.1%
 
ValueCountFrequency (%) 
6.479 1 0.1%
 
5.394 1 0.1%
 
5.373 1 0.1%
 
5.263 1 0.1%
 
5.156 1 0.1%
 

Prior_Month-End_OAS_vs_Govt
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count281
Unique (%)23.2%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean123.96774193548387
Minimum-115.0
Maximum548.0
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-115
5-th percentile24.3
Q170
median121
Q3162
95-th percentile256.2
Maximum548
Range663
Interquartile range (IQR)92

Descriptive statistics

Standard deviation71.24253616
Coefficient of variation (CV)0.574686084
Kurtosis1.861299172
Mean123.9677419
Median Absolute Deviation (MAD)55.40726158
Skewness0.889750421
Sum142191
Variance5075.498959
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
146 14 1.2%
 
22 14 1.2%
 
140 13 1.1%
 
106 12 1.0%
 
135 11 0.9%
 
120 11 0.9%
 
145 11 0.9%
 
166 10 0.8%
 
28 10 0.8%
 
83 10 0.8%
 
Other values (270) 1031 85.1%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
-115 1 0.1%
 
-2 1 0.1%
 
2 1 0.1%
 
5 1 0.1%
 
7 1 0.1%
 
ValueCountFrequency (%) 
548 1 0.1%
 
408 1 0.1%
 
401 1 0.1%
 
376 1 0.1%
 
368 1 0.1%
 

Prior_Month-End_OAS_vs_Swap
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count287
Unique (%)23.7%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean103.18308631211858
Minimum-115.0
Maximum512.0
Zeros2
Zeros (%)0.2%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-115
5-th percentile-9.7
Q139
median103
Q3153
95-th percentile235
Maximum512
Range627
Interquartile range (IQR)114

Descriptive statistics

Standard deviation76.99454635
Coefficient of variation (CV)0.7461934809
Kurtosis0.7890005305
Mean103.1830863
Median Absolute Deviation (MAD)62.21558989
Skewness0.6214442153
Sum118351
Variance5928.160167
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
128 12 1.0%
 
142 11 0.9%
 
38 11 0.9%
 
31 11 0.9%
 
154 10 0.8%
 
161 10 0.8%
 
-13 10 0.8%
 
152 10 0.8%
 
159 10 0.8%
 
46 10 0.8%
 
Other values (276) 1042 86.0%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
-115 1 0.1%
 
-37 1 0.1%
 
-33 1 0.1%
 
-28 2 0.2%
 
-27 1 0.1%
 
ValueCountFrequency (%) 
512 1 0.1%
 
372 1 0.1%
 
371 2 0.2%
 
366 1 0.1%
 
360 1 0.1%
 

Prior_Month-End_Price
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count1124
Unique (%)92.8%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean112.97501132404182
Minimum69.362
Maximum186.111
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum69.362
5-th percentile96.3829
Q1100.033
median109.518
Q3122.6705
95-th percentile141.3737
Maximum186.111
Range116.749
Interquartile range (IQR)22.6375

Descriptive statistics

Standard deviation15.39742937
Coefficient of variation (CV)0.136290576
Kurtosis0.70832187
Mean112.9750113
Median Absolute Deviation (MAD)12.485792
Skewness0.8377851324
Sum129695.313
Variance237.0808311
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
99.56 3 0.2%
 
109.75 2 0.2%
 
98.394 2 0.2%
 
113.888 2 0.2%
 
125.291 2 0.2%
 
100.071 2 0.2%
 
112.773 2 0.2%
 
105.007 2 0.2%
 
131.321 2 0.2%
 
140.6 2 0.2%
 
Other values (1113) 1127 93.1%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
69.362 1 0.1%
 
69.989 1 0.1%
 
70.896 1 0.1%
 
74.454 1 0.1%
 
77.177 1 0.1%
 
ValueCountFrequency (%) 
186.111 1 0.1%
 
173.525 1 0.1%
 
168.057 1 0.1%
 
167.412 1 0.1%
 
166.489 1 0.1%
 

Prior_Month-End_Yield_To_Worst
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count966
Unique (%)79.8%
Missing64
Missing (%)5.3%
Infinite0
Infinite (%)0.0%
Mean2.491941586748038
Minimum0.65
Maximum6.479
Zeros0
Zeros (%)0.0%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0.65
5-th percentile1.1512
Q11.7235
median2.565
Q33.1465
95-th percentile3.8892
Maximum6.479
Range5.829
Interquartile range (IQR)1.423

Descriptive statistics

Standard deviation0.8920811056
Coefficient of variation (CV)0.3579863631
Kurtosis-0.09145697276
Mean2.491941587
Median Absolute Deviation (MAD)0.740790887
Skewness0.3133593346
Sum2858.257
Variance0.795808699
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
2.75 4 0.3%
 
2.17 4 0.3%
 
2.517 4 0.3%
 
2.509 4 0.3%
 
2.901 3 0.2%
 
3.157 3 0.2%
 
1.504 3 0.2%
 
1.69 3 0.2%
 
2.962 3 0.2%
 
1.368 3 0.2%
 
Other values (955) 1113 91.9%
 
(Missing) 64 5.3%
 
ValueCountFrequency (%) 
0.65 1 0.1%
 
0.685 1 0.1%
 
0.819 1 0.1%
 
0.855 1 0.1%
 
0.881 1 0.1%
 
ValueCountFrequency (%) 
6.479 1 0.1%
 
5.445 1 0.1%
 
5.423 1 0.1%
 
5.333 1 0.1%
 
5.131 1 0.1%
 

Sector_Level_1
Categorical

MISSING
HIGH CORRELATION
Distinct count5
Unique (%)0.4%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
Corporate
783
Securitized/Collateralized
187
Quasi & Foreign Government
177
CASH
 
1
ValueCountFrequency (%) 
Corporate 783 64.7%
 
Securitized/Collateralized 187 15.4%
 
Quasi & Foreign Government 177 14.6%
 
CASH 1 0.1%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length26
Mean length13.79355904
Min length3
Scatter

Sector_Level_2
Categorical

MISSING
HIGH CORRELATION
Distinct count8
Unique (%)0.7%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
Industrials
392
Financial
263
Quasi & Foreign Government
177
Securitized
155
Utility
128
Other values (2)
 
33
ValueCountFrequency (%) 
Industrials 392 32.4%
 
Financial 263 21.7%
 
Quasi & Foreign Government 177 14.6%
 
Securitized 155 12.8%
 
Utility 128 10.6%
 
Covered 32 2.6%
 
CASH 1 0.1%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length26
Mean length11.80759703
Min length3
Scatter

Sector_Level_3
Categorical

MISSING
HIGH CORRELATION
Distinct count29
Unique (%)2.4%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
Banking
162
Utility
128
Asset Backed
 
111
Real Estate
 
105
Insurance
 
71
Other values (23)
571
ValueCountFrequency (%) 
Banking 162 13.4%
 
Utility 128 10.6%
 
Asset Backed 111 9.2%
 
Real Estate 105 8.7%
 
Insurance 71 5.9%
 
Government Guaranteed 62 5.1%
 
Supranational 54 4.5%
 
Telecommunications 45 3.7%
 
Commercial Mortgage Backed 41 3.4%
 
Consumer Goods 38 3.1%
 
Other values (18) 331 27.3%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length26
Mean length11.12303881
Min length3
Scatter

Sector_Level_4
Categorical

MISSING
HIGH CARDINALITY
HIGH CORRELATION
Distinct count65
Unique (%)5.4%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
Banking
162
Government Guaranteed
 
62
ABS Miscellaneous ABS
 
57
Housing Association
 
55
Supranational
 
54
Other values (59)
758
ValueCountFrequency (%) 
Banking 162 13.4%
 
Government Guaranteed 62 5.1%
 
ABS Miscellaneous ABS 57 4.7%
 
Housing Association 55 4.5%
 
Supranational 54 4.5%
 
Electric-Integrated 47 3.9%
 
ABS Utilities 47 3.9%
 
Life Insurance 46 3.8%
 
Commercial Mortgage Backed 41 3.4%
 
Non-Electric Utilities 40 3.3%
 
Other values (54) 537 44.3%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceTrue
Contains non-wordsTrue

Length

Max length40
Mean length16.20561519
Min length3
Scatter

Ticker
Categorical

MISSING
HIGH CARDINALITY
Distinct count428
Unique (%)35.3%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
EIB
 
22
KFW
 
19
LLOYDS
 
17
HSBC
 
15
THAMES
 
14
Other values (422)
1061
ValueCountFrequency (%) 
EIB 22 1.8%
 
KFW 19 1.6%
 
LLOYDS 17 1.4%
 
HSBC 15 1.2%
 
THAMES 14 1.2%
 
GE 13 1.1%
 
RABOBK 11 0.9%
 
PPL 11 0.9%
 
AVLN 10 0.8%
 
EDF 10 0.8%
 
Other values (417) 1006 83.1%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsFalse
Contains whitespaceFalse
Contains non-wordsFalse

Length

Max length6
Mean length4.609413708
Min length1
Scatter

TRR_%_MTD_LOC
Real number (ℝ)

MISSING
HIGH CORRELATION
Distinct count688
Unique (%)56.8%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean0.41799041811846693
Minimum-1.736
Maximum3.923
Zeros1
Zeros (%)0.1%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum-1.736
5-th percentile0.04935
Q10.14175
median0.31
Q30.588
95-th percentile1.1723
Maximum3.923
Range5.659
Interquartile range (IQR)0.44625

Descriptive statistics

Standard deviation0.4035835023
Coefficient of variation (CV)0.9655329041
Kurtosis7.933361849
Mean0.4179904181
Median Absolute Deviation (MAD)0.2951590632
Skewness1.422263031
Sum479.853
Variance0.1628796433
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
0.14 7 0.6%
 
0.107 7 0.6%
 
0.093 7 0.6%
 
0.193 6 0.5%
 
0.085 6 0.5%
 
0.129 6 0.5%
 
0.166 6 0.5%
 
0.117 6 0.5%
 
0.221 6 0.5%
 
0.114 5 0.4%
 
Other values (677) 1086 89.7%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
-1.736 1 0.1%
 
-1.522 1 0.1%
 
-0.963 1 0.1%
 
-0.913 1 0.1%
 
-0.841 1 0.1%
 
ValueCountFrequency (%) 
3.923 1 0.1%
 
2.57 1 0.1%
 
2.25 1 0.1%
 
2.225 1 0.1%
 
2.023 1 0.1%
 

Type
Categorical

MISSING
Distinct count11
Unique (%)0.9%
Missing63
Missing (%)5.2%
Memory size9.6 KiB
SENR
745
SSEN
152
SECR
 
124
SUB
 
43
T2
 
43
Other values (5)
 
41
ValueCountFrequency (%) 
SENR 745 61.5%
 
SSEN 152 12.6%
 
SECR 124 10.2%
 
SUB 43 3.6%
 
T2 43 3.6%
 
JSUB 22 1.8%
 
T1 9 0.7%
 
SSUB 8 0.7%
 
CASH 1 0.1%
 
UT2 1 0.1%
 
(Missing) 63 5.2%
 

Composition

Contains charsTrue
Contains digitsTrue
Contains whitespaceFalse
Contains non-wordsFalse

Length

Max length4
Mean length3.825763832
Min length2
Scatter

Yield_to_Worst
Real number (ℝ≥0)

MISSING
HIGH CORRELATION
Distinct count966
Unique (%)79.8%
Missing63
Missing (%)5.2%
Infinite0
Infinite (%)0.0%
Mean2.4456506968641114
Minimum0.0
Maximum6.506
Zeros1
Zeros (%)0.1%
Memory size9.6 KiB
Mini histogram

Quantile statistics

Minimum0
5-th percentile1.11845
Q11.671
median2.519
Q33.093
95-th percentile3.8443
Maximum6.506
Range6.506
Interquartile range (IQR)1.422

Descriptive statistics

Standard deviation0.8921982271
Coefficient of variation (CV)0.3648101621
Kurtosis0.03173751741
Mean2.445650697
Median Absolute Deviation (MAD)0.737456493
Skewness0.3444171516
Sum2807.607
Variance0.7960176765
Histogram
Histogram with fixed size bins (bins=10)
ValueCountFrequency (%) 
2.801 4 0.3%
 
1.605 3 0.2%
 
2.472 3 0.2%
 
3.03 3 0.2%
 
3.145 3 0.2%
 
2.818 3 0.2%
 
2.723 3 0.2%
 
2.274 3 0.2%
 
1.671 3 0.2%
 
1.236 3 0.2%
 
Other values (955) 1117 92.2%
 
(Missing) 63 5.2%
 
ValueCountFrequency (%) 
0 1 0.1%
 
0.659 1 0.1%
 
0.699 1 0.1%
 
0.726 1 0.1%
 
0.798 1 0.1%
 
ValueCountFrequency (%) 
6.506 1 0.1%
 
5.444 1 0.1%
 
5.442 1 0.1%
 
5.276 1 0.1%
 
5.119 1 0.1%
 

Correlations

Missing values

Sample

First rows

%_WeightAccrued_InterestAsset_Swap_SpreadCashComposite_RatingCountryCouponCurrencyCusipDescriptionDuration_To_WorstEffective_DurationEffective_YieldExcess_Rtn_%_MTDFace_ValueIlliquidity_PremiumISINMaturityOAS_vs_GovtOAS_vs_Swap_PricePrior_Month-End_%_WeightPrior_Month-End_Accrued_InterestPrior_Month-End_Asset_Swap_SpreadPrior_Month-End_Duration_To_WorstPrior_Month-End_Effective_DurationPrior_Month-End_Effective_YieldPrior_Month-End_OAS_vs_GovtPrior_Month-End_OAS_vs_SwapPrior_Month-End_PricePrior_Month-End_Yield_To_WorstSector_Level_1Sector_Level_2Sector_Level_3Sector_Level_4TickerTRR_%_MTD_LOCTypeYield_to_Worst
00.116580.091712235.00.0BBB3GB2.875GBP'AL319313'AA Bond Co Limited3.2333.2744.1950.068700.0NaNXS15296878701/31/2022280.0243.097.374180.116890.009285.03.2563.2664.221331.0294.097.2774.221Securitized/CollateralizedSecuritizedAsset BackedABS AutomobileAABOND0.184SSEN4.195
10.040030.074728267.00.0BBB3GB2.750GBP'AO236287'AA Bond Co Limited4.5704.5814.1810.071250.0NaNXS16453156207/31/2023318.0282.093.623390.040120.007267.04.5934.6044.204318.0282.093.4974.254Securitized/CollateralizedSecuritizedAsset BackedABS AutomobileAABOND0.207SSEN4.231
20.095220.321009323.00.0BBB3GB4.875GBP'AT538379'AA Bond Co Limited5.1255.1444.6730.042550.0NaNXS18569404627/31/2024361.0327.0100.999600.095460.202323.05.1485.1684.688360.0327.0100.9234.688Securitized/CollateralizedSecuritizedAsset BackedABS AutomobileAABOND0.193SSEN4.673
30.093590.170353433.00.0BBB3GB6.269GBP'EJ733791'AA Bond Co Limited5.6765.5244.6770.107500.0NaNXS09491699237/31/2025449.0418.0109.377000.093760.017335.05.6985.7284.705354.0324.0109.2324.705Securitized/CollateralizedSecuritizedAsset BackedABS AutomobileAABOND0.273SECR4.677
40.035390.142628137.00.0BBB3GB4.249GBP'EJ944681'AA Bond Co Limited1.8671.8913.4430.202200.0NaNXS09965753787/31/2020173.0136.0103.413600.035450.014244.01.8901.8923.549278.0243.0103.2493.549Securitized/CollateralizedSecuritizedAsset BackedABS AutomobileAABOND0.284SSEN3.443
50.139060.08288060.00.0AA1US3.050GBP'037833BJ'Apple Inc.9.3749.4952.1820.893750.0NaNXS12691754667/31/202974.059.0108.427000.138090.00870.09.3839.5042.29983.069.0107.2612.299CorporateIndustrialsTechnology & ElectronicsTech Hardware & EquipmentAAPL1.156SENR2.182
60.101070.09782698.00.0AA1US3.600GBP'037833BK'Apple Inc.16.72116.9642.5771.287500.0NaNXS12691761917/31/204282.091.0118.202100.099920.010105.016.67716.9122.66990.098.0116.4202.669CorporateIndustrialsTechnology & ElectronicsTech Hardware & EquipmentAAPL1.606SENR2.577
70.042640.18356212.00.0AAADE1.000GBP'AP291624'Aareal Bank AG1.7851.7981.2010.028250.0NaNXS169248923706/04/202048.011.099.633130.042790.15914.01.8091.8221.23948.013.099.5601.243Securitized/CollateralizedCoveredCovered BondsMortgage Covered BondsAARB0.098SECR1.205
80.109500.74794563.00.0BBB1BE1.750GBP'AN612936'Anheuser-Busch InBev N.V./S.A.6.0886.1882.0940.269650.0NaNBE629539191403/07/202596.065.097.838520.109500.70567.06.1086.2102.158100.069.097.4422.170CorporateIndustrialsConsumer GoodsBeverageABIBB0.447SENR2.105
90.115940.48082299.00.0BBB1BE2.250GBP'AN612976'Anheuser-Busch InBev N.V./S.A.9.3809.6292.6150.613700.0NaNBE62953939365/24/2029117.0102.096.448880.115440.425105.09.3909.6442.700124.0109.095.6572.719CorporateIndustrialsConsumer GoodsBeverageABIBB0.882SENR2.632

Last rows

%_WeightAccrued_InterestAsset_Swap_SpreadCashComposite_RatingCountryCouponCurrencyCusipDescriptionDuration_To_WorstEffective_DurationEffective_YieldExcess_Rtn_%_MTDFace_ValueIlliquidity_PremiumISINMaturityOAS_vs_GovtOAS_vs_Swap_PricePrior_Month-End_%_WeightPrior_Month-End_Accrued_InterestPrior_Month-End_Asset_Swap_SpreadPrior_Month-End_Duration_To_WorstPrior_Month-End_Effective_DurationPrior_Month-End_Effective_YieldPrior_Month-End_OAS_vs_GovtPrior_Month-End_OAS_vs_SwapPrior_Month-End_PricePrior_Month-End_Yield_To_WorstSector_Level_1Sector_Level_2Sector_Level_3Sector_Level_4TickerTRR_%_MTD_LOCTypeYield_to_Worst
1201NaNNaNNaNNaNA1GB3.176GBPBRTB97DX4Local Space Ltd A 3.176% 31/03/57NaN21.89NaNNaNNaN68.0NaN31/03/2057NaNNaN98.42NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1202NaNNaNNaNNaNAA2GB2.525GBPBRTAXWE21St Edmunds Hall OX 2.525% 16/06/67NaN27.60NaNNaNNaN40.0NaN16/06/2067NaNNaN97.46NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1203NaNNaNNaNNaNA3GB0.010GBPBRTB87S19European Invest SNR Note 0.1% 31/03/36NaN9.35NaNNaNNaN60.0NaN31/03/2036NaNNaN109.77NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1204NaNNaNNaNNaNAA3GB2.430GBPBPM0W7PP7Single platform 2.43% 31/12/31NaN11.21NaNNaNNaN93.0XS168335709631/12/2031NaNNaN97.33NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1205NaNNaNNaNNaNBBB2GB4.608GBPBRTDA9WF2Telecom Credit B 4.608% 27/10/27NaN7.50NaNNaNNaN222.0NaN27/10/2027NaNNaN101.00NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1206NaNNaNNaNNaNA1GB3.584GBPBRTD9MWM0Knight Dragon 3.584% 20/10/28NaN8.48NaNNaNNaN165.0NaN20/10/2028NaNNaN99.78NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1207NaNNaNNaNNaNA1GB2.500GBPZ92HKY1H0Income Contingent A2 2.5% 24/07/56NaN23.98NaNNaNNaN79.0XS172290086424/07/2056NaNNaN93.77NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1208NaNNaNNaNNaNAA3GB0.000GBPBRT7F86Y0Lagoon Park Capital 0% 16/01/42NaN12.01NaNNaNNaNNaNXS148192758716/01/2042NaNNaN72.69NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1209NaNNaNNaNNaNBBB1GB4.335GBPBRTG6B029Insite Poster Group 4.335% 20/04/28NaN7.90NaNNaNNaN169.0NaN20/04/2028NaNNaN101.93NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN
1210NaNNaNNaNNaNAA3GB3.210GBPBPM1HR018Northumbria Health NHFT 3.21% GBP 31/03/2043NaN9.75NaNNaNNaN55.0NaN31/03/2043NaNNaN101.54NaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaNNaN